The thrifty witch in me is saying “hot glue”! 
Hot glue should work pretty well and be cheap if you have a hot glue gun (they are usually very inexpensive to buy and can be found in most craft stores).
If you are looking for something a bit more complex, maybe try wire wrapping? You can get some wire at a craft or jewelry store and some pliers. I’d recommend getting a soft or medium metal wire as it will be easier to bend. People make some very beautiful wire wrapping wands and jewelry! 
I found a YouTube video that has some pointers and inspiration:
Happy wand making! 